Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52159.55 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45824.52 Kr¶

PnL: ---------------------------------------> -928.48 Kr¶

DD now: ---------------------------------> -1.809 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 12:19:56.477227'

Anic Portfolio¶

Today¶

Return: -0.299 %¶

This Week¶

Return: -0.299 %¶

Total portfolio value¶

Return including deposits: 70.757 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
Embracer Group B 26 2.760000 692.640000 30.640000 4.630000 661.999988
BHG Group 49 -4.570000 664.930000 25.930000 4.060000 638.999984
SynAct Pharma 9 -0.930000 667.800000 22.800000 3.530000 645.000003
Biotage 4 0.450000 621.200000 18.200000 3.020000 603.000000
Vitrolife 3 2.220000 690.600000 13.600000 2.010000 677.000001
Addtech B 3 1.370000 712.800000 12.800000 1.830000 699.999999
Eastnine 6 -2.960000 669.600000 12.600000 1.920000 657.000000
Indutrade 5 1.640000 1332.000000 12.000000 0.910000 1320.000000
Sdiptech B 3 0.360000 832.200000 10.200000 1.240000 822.000000
Xvivo Perfusion 3 -0.180000 855.000000 10.000000 1.180000 845.000001
Addnode Group B 6 1.440000 760.200000 8.200000 1.090000 751.999998
Latour B 2 2.150000 455.600000 6.600000 1.470000 449.000000
Nolato B 12 -0.640000 654.000000 6.000000 0.930000 648.000000
BONESUPPORT HOLDING 10 -0.490000 1227.000000 3.000000 0.250000 1224.000000
Fortnox 10 3.550000 670.000000 2.000000 0.300000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.850000 653.100000 -0.900000 -0.140000 653.999997
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Lime Technologies 2 -0.670000 590.000000 -3.000000 -0.510000 593.000000
Sampo Oyj SDB 1 -1.000000 497.000000 -8.000000 -1.580000 505.000000
Volati 5 -4.720000 565.000000 -9.000000 -1.570000 574.000000
Investor B 3 0.350000 647.850000 -10.150000 -1.540000 657.999999
SCA A 4 -0.680000 586.400000 -12.600000 -2.100000 599.000000
Humana 40 1.490000 652.800000 -21.200000 -3.150000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Sedana Medical 135 -3.230000 4287.600000 -43.400000 -1.000000 4330.999935
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Ambea 68 0.940000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 0.970000 547.050000 -63.950000 -10.470000 610.999998
Investor A 16 0.190000 3462.400000 -82.600000 -2.330000 3545.000000
New Wave B 40 -0.830000 3787.200000 -128.800000 -3.290000 3916.000000
Gaming Innovation Group 161 0.400000 4057.200000 -130.800000 -3.120000 4187.999942
Wästbygg Gruppen B 80 -2.350000 2664.000000 -207.000000 -7.210000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 45824.520000 -928.480000 -1.80872% 46752.999863

Updated:¶

'2023-06-13 12:20:14.666159'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶